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The demand for fiber-reinforced polymers (FRPs) has significantly increased in various industries due to their attributes, including low weight, high strength, corrosion resistance, and cost-efficiency. Nevertheless, FRPs, such as glass and Kevlar fiber composites, exhibit anisotropic properties and relatively low interlaminar strength, rendering them susceptible to undetected damage. The integration of real-time damage detection processes can effectively mitigate this issue. This paper introduces a novel method for fabricating embedded capacitive sensors within FRPs using a coating technique. The study encompasses two types of fibers, namely glass and Kevlar fiber/epoxy composites. The physical vapor deposition (PVD) technique is employed to coat bundle fibers with conductive material, thus creating embedded electrodes. The results demonstrate the uniform distribution of nanoparticles of gold (Au) along the fibers using PVD, resulting in a favorable resistance of approximately ≈100 Ω. Two sensor configurations are explored: axial and lateral embedding of the coated yarn (electrodes) to investigate the influence of load direction on the coating yarn. Axial-sensor configuration specimens undergo tensile testing, showcasing a linear response to axial loads with average sensitivities of 1 for glass and 1.5 for Kevlar fiber/epoxy composites. Additionally, onset damage is detected in both types of fiber composites, occurring before final fracture, with average stress at the turning point measuring 208 MPa for glass and 144 MPa for Kevlar. The lateral-sensor configuration for glass fiber-reinforced polymer (GFRP) exhibits good linearity towards strain until failure, with average gauge factors of 0.25 and −2.44 in the x and y axes, respectively. [ABSTRACT FROM AUTHOR]